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Fwd: Associate Professorship of Probability, University of Oxford
by Francesco Caravenna 17 Feb '16

17 Feb '16

Ricevo e inoltro. > UNIVERSITY OF OXFORD > > MATHEMATICAL, PHYSICAL AND LIFE SCIENCES DIVISION > > DEPARTMENT OF STATISTICS in association with Lady Margaret Hall > > > > Associate Professorship of Probability > > The combined University and College salary will be on a scale from £45,066 p.a. (plus substantial additional benefits, including free college housing or a housing allowance of £7,800) > > > > Applications are invited for the 5-year fixed term post of Associate Professor of Probability, to be held in the Department of Statistics, in association with a Fellowship and Tutorship at Lady Margaret Hall, with effect from 1 May 2016 or as soon as possible thereafter. > > > The main duties of the post are to undertake research in probability (broadly interpreted) and to teach both for the department (in lectures, problems classes and project supervision) and for the college (in tutorials). The postholder will also be expected to participate in the administration of the department and the college, and in the pastoral care of the mathematics students at Lady Margaret Hall. > > You will be an outstanding individual with the potential to be a leader in your field. You will have a doctorate in the field of mathematical sciences, or a related subject, and a proven research record of high quality at an international level in the area of probability, as well as the potential to attract research funding. You will have the skills and enthusiasm to teach a wide range of topics in mathematics and statistics, provide supervision of students, and undertake tutorial teaching. You will work at the Department of Statistics, 24–29 St Giles’, Oxford, OX1 3LB and at Lady Margaret Hall, Norham Gardens, Oxford OX2 6QA. > > To apply for this role and for further details, including the job description and selection criteria, please click on the link below: > > https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs… > > > > Queries about this post should be addressed to: Professor Alison Etheridge at etheridg(a)stats.ox.ac.uk or Professor Simon Myers at myers(a)stats.ox.ac.uk. > > The closing date for applications is 12:00 noon (UK time) Wednesday 30th March 2016. > > Interviews are planned for Wednesday 20th April 2016. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > The University is an Equal Opportunities Employer. > >

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International Workshop on Applied Probability, Toronto, June 20-23, 2016
by Antonio Di Crescenzo 16 Feb '16

16 Feb '16

Dear Colleagues, You are cordially invited to attend the Eighth International Workshop on Applied Probability (IWAP2016), which will take place in Toronto, Canada, on June 20-23, 2016. This will mark the first Canadian IWAP, following previous successful IWAPs held in Turkey (2014), Israel (2012), Spain (2010), France (2008), USA (2006), Greece (2004), and Venezuela (2002). The venue of IWAP2016 is located in the heart of vibrant downtown Toronto, and is easily accessible by road, rail, and air. For more details, please visit the conference website <http://iwap2016.com/>http://iwap2016.com . IWAP2016 aims to bring together researchers and scientists engaged in applied probability, covering methodology and applications from diverse fields such as mathematics, statistics, physics, computer science, economics, engineering, biology, chemistry, and social and health sciences. In addition to research presentations, there will be ample networking opportunities throughout the event. Abstracts for contributed presentations will be accepted until April 15, 2016. Research presenters will be invited to submit for journal publication in a special issue of Methodology and Computing in Applied Probability. Should you have any questions regarding IWAP2016, please feel free to contact <mailto:info@iwap2016.com>info(a)iwap2016.com. Yours sincerely, Wendy Lou & Joseph Glaz Co-Chairs of IWAP2016 --

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Avviso seminario_Piet Van Mieghem_25 febbraio_ore 10.00
by Stefano Bonaccorsi 15 Feb '16

15 Feb '16

TIME-VARYING SIS PREVALENCE IN NETWORKS: THEORY AND A NEW APPROXIMATE FORMULA 25 febbraio 2016 *Luogo:* Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari *Ore* 10:00 *Relatore:* - *Piet Van Mieghem** (*TU Delft Olanda*)* *Abstract: * Currently, epidemic spreading processes on networks are popular to model diffusion phenomena in real-world networks. After reviewing some basics about the continuous-time SIS Markov process on networks, we will focus on the prevalence, the average fraction of infected nodes in the network. Based on a recent exact differential equation containing the Laplacian matrix of the underlying graph, the time dependence of the SIS prevalence is first studied and then upper and lower bounded by a new, explicit analytic function of time. Our new approximate formula obeys a Riccati differential equation and bears resemblence to the classical expression in epidemiology of Kermack and McKendrick (1927), but enhanced with graph specific properties, such as the algebraic connectivity, the second smallest eigenvalue of the Laplacian of the graph. A comparison with the N-Interwined Mean-Field Approximation (NIMFA) and simulations of the exact continuous-time Markovian SIS process on a graph exhibit the accuracy and the potential of the new analytic formula. *Referente: *Stefano Bonaccorsi

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SPDE&A 2016 - Levico Terme
by Stefano Bonaccorsi 15 Feb '16

15 Feb '16

Dear Collegues, we are organizing the 10th edition of the Conference *Stochastic Partial Differential Equations and Applications* In Levico Terme (Trento, Italy) from May 31 to June 4, 2016. Our aim is to put together young researchers and well-known mathematicians active in the field in a stimulating environment, in order to explore current research trends, propose new developments and discuss open problems. The list of main speakers includes Freddy Bouchet, École Normale Supérieure de Lyon Dan Crisan, Imperial College London Tadahisa Funaki, University of Tokyo Massimiliano Gubinelli, Hausdorff Center for Mathematics, Bonn Giovanni Jona-Lasinio, Università di Roma La Sapienza J.C. Mattingly, Duke University (tbc) Felix Otto, Max Planck Institute for Mathematics in the Sciences, Leipzig Laure Saint-Raymond, École Normale Supérieure, Paris Armen Shirikyan, University of Cergy-Pontoise Panagiotis E. Souganidis, University of Chicago Lorenzo Zambotti, Université Paris 6 – Pierre et Marie Curie For all details, please refer to the conference web page: https://sites.google.com/site/levico2016/ The conference will be held at Bellavista Relax Hotel in Levico Terme (Trento, Italy). No registration fee is required to attend the conference; however, no contribution for travel or lodging is available. For further information please contact: Mr. A. Micheletti Secretary of CIRM Fondazione Bruno Kessler Via Sommarive 14 - Povo I-38123 Trento, Italy e-mail: augusto.micheletti(a)unitn.it The organizing Committee: Franco Flandoli (Università di Pisa) Arnaud Debussche (ENS Cachan Bretagne) Michael Röckner (Bielefeld) Stefano Bonaccorsi (Università di Trento).

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Prof. Youri Davydov (Lille 1) PhD Lectures on Probability and Stochastic Processes
by Francesca Greselin 13 Feb '16

13 Feb '16

Nei giorni 16-17-18-19 febbraio 2016, dalle ore 9 alle 12, presso l'aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano-Bicocca, il prof. Youri Davydov del Laboratoire Painlevé, dell'Universitè Lille 1, terrà un corso su "Probability (II parte)" e nella settimana successiva (giorni 22-23-24 e 25 febbraio), continuerà con "Stochastic Processes" I corsi si svolgono nell'ambito del programma di internazionalizzazione del Dottorato in Statistics and Financial Mathematics ed è indirizzato a studenti, dottorandi e giovani ricercatori di Statistica, Matematica, e Finanza. La partecipazione è gratuita ma per motivi organizzativi vi chiediamo di iscrivervi mandando una email a nicoletta.alghisi(a)unimib.it. Di seguito il syllabus. PHD Lectures on Probability (II) and Stochastic Processes Prof. Youri Davydov Laboratoire Painlevé - Université Lille 1 Syllabus Probability (II) • Characteristic function • Independence of random variables • Convergence of random variables • Convergence of distributions • Central Limit Theorem • Markov Chains (or Conditional expectations and probabilities). References 1. Shiryaev, A. N. (1996). Probability. Graduate Texts in Mathematics #95. 2. Jacod, J., & Protter, P. E. (2003). Probability essentials. Springer Science & Business Media. Stochastic processes • Definitions and general notions • Examples • Processes with independent increments • Stationary processes • Gaussian processes • Martingales. References 1. Gikhman, I. I., & Skorokhod, A. V. (1969). Introduction to the theory of random processes. Philadelphia: WB Saunders. 2. Lamperti, J. (2012). Stochastic processes: a survey of the mathematical theory (Vol. 23). Springer Science & Business Media. 3. Resnick, S. I. (1992). Adventures in Stochastic Processes, Birkhauser, Boston. Cordiali saluti Francesca Greselin Department of Statistics and Quantitative Methods

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assegno di ricerca a Pisa
by Marco Romito 12 Feb '16

12 Feb '16

Alla pagina https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/14mar2016/inde… è stato pubblicato un bando (disponibile in italiano e inglese) per un assegno di ricerca annuale presso il dipartimento di Matematica dell'università di Pisa con scadenza il 14 marzo 2016 su ``Studio di fenomeni singolari in problemi deterministici e stocastici'' Per ulteriori informazioni: Marco Romito romito(a)dm.unipi.it A call for a one-year ``assegno di ricerca'' is open, with deadline March 14, 2016, at the department of Mathematics, Pisa university, on ``Analysis of singular phenomena in deterministic and stochastic problems'' The details of the call (english and italian versions available) can be found at https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/14mar2016/inde… For further information: Marco Romito romito(a)dm.unipi.it

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Assistant Professor position - Statistics - Operations Research
by Antonio Di Crescenzo 12 Feb '16

12 Feb '16

Assistant Professor position (tenure track) in the Department of Statistics, Universidad Carlos III de Madrid The Department of Statistics of Universidad Carlos III de Madrid has one opening for Full-Time Tenure-Track Assistant Professor, to teach courses in English and Spanish, starting September 1st, 2016. Potential candidates must have a Ph.D. and verifiable research experience in at least one of the following fields: - Statistics - Operations Research The position is offered for a one year period, renewable in accordance with the Department´s promotional criteria available on the website. Estimated Salary: 32.335 euros gross per year divided into 14 payments. Deadline for applications: March 15, 2016. For more information about Universidad Carlos III de Madrid and the Department of Statistics, you can visit the web page http://www.est.uc3m.es. All qualified candidates are encouraged to apply. The Universidad Carlos III de Madrid encourages applications from all qualified individuals and people with disabilities. Applicants must have valid documentation to work in Spain before starting. Interested candidates should send via email a statement of interest including the objectives to be achieved in the position and the curriculum vitae. Also the candidates should ask two referees to send letters of reference by March 15 to the following address: Departamento de Estadística Personal de Administración y Servicios Francisco García Saavedra E- Mail: fgs(a)pa.uc3m.es The Department could invite candidates from a short list to present a Research Seminar as part of the selection process during April. --

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Assistant Professor Position - Econometrics
by Antonio Di Crescenzo 12 Feb '16

12 Feb '16

Assistant Professor Position in the Department of Statistics at the University Carlos III of Madrid The Department of Statistics of Universidad Carlos III de Madrid is offering a full time Assistant Professor position, with teaching in Econometrics or/and Statistics in English or Spanish in the Campus de Getafe, starting from 1st September 2016. The candidates should possess a PhD and research experience in the field of: - Econometrics The contract is for one year, renewable to a second. Salary: 21.962 euros gross per year divided into 14 payments. Deadline for applications: March 15, 2016. For more information about Universidad Carlos III de Madrid and the Department of Statistics, you can visit the web page http://www.est.uc3m.es. All qualified candidates are encouraged to apply. The Universidad Carlos III de Madrid encourages applications from all qualified individuals and people with disabilities. Applicants must have valid documentation to work in Spain before starting. Interested candidates should send via email a statement of interest including the objectives to be achieved in the position and the curriculum vitae. Also the candidates should ask two referees to send letters of reference by March 15 to the following address: Departamento de Estadística Personal de Administración y Servicios Francisco García Saavedra E- Mail: fgs(a)pa.uc3m.es The Department of Statistics will ask preselected candidates to visit the Department and give a research seminar or for a telephone interview during April. --

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Fwd: [World] PhD positions at Utrecht University
by Gustavo Posta 11 Feb '16

11 Feb '16

Begin forwarded message: > > VACANCY: PhD positions in Random Graphs and Percolation. > > Fully funded PhD positions are available at the Department of > Mathematics of the University of Utrecht, to work on random graphs and > percolation theory under the direction of Dr. Tobias Müller. The > positions are funded by an NWO VIDI project on geometric random graphs > and related percolation models. > > The positions are for four years and offer competitive salary and > benefits. They carry a modest teaching load which, in the case of > foreign applicants, can be performed in English. One position is > available immediately, but starting dates are negotiable as long as > they are within the next calender year. > > Utrecht is a lively, picturesque city in the center of the > Netherlands, with excellent train connections to the rest of the > country and to Europe (train trips to Amsterdam take 20 minutes and 25 > minutes to Schiphol Airport). > > REQUIREMENTS: Candidates should have completed a Masters degree in > Mathematics or a related discipline by the time they start the > position. A strong background in probability theory and discrete > mathematics is advantageous, but mathematical maturity and motivation > are more important. > > APPLICATION DEADLINE: For full consideration, please apply on or > before 9 March 2016. Reviewing of applications will commence on 9 > March 2016, but we accept applications until all positions are filled. > > HOW TO APPLY: Please send the following material to t.muller(a)uu.nl: > > 1. A cover letter including an explanation why you consider pursuing a > Ph.D. in the area of random graph theory and percolation theory; > 2. An up-to-date curriculum vitae; > 3. A list of all courses taken for your bachelor's and master's > degrees together with grades and explanations of the grades; > 4. If available, a copy of the Bachelor thesis and Master thesis; > 5. The names and contact details of two academic referees, one of > which should you be your master thesis supervisor. Please make sure > that they also send their confidential reference letters directly to > t.muller(a)uu.nl to arrive by the deadline. > > GENERAL INFORMATION: You will be offered a full-time position for four > years. The gross monthly salary will amount to EUR 2.146,- in the > first year to EUR 2.744,- in the fourth year (P-scale of the > Collective Labour Agreement Dutch Universities). It is supplemented > with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. > In addition Utrecht University offers a pension scheme and a partially > paid parental leave. > > INQUIRIES: If you have any questions, please send an e-mail to Tobias > Müller, t.muller(a)uu.nl. > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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PhD positions in Utrecht
by Tobias Mueller 11 Feb '16

11 Feb '16

VACANCY: PhD positions in Random Graphs and Percolation. Fully funded PhD positions are available at the Department of Mathematics of the University of Utrecht, to work on random graphs and percolation theory under the direction of Dr. Tobias Müller. The positions are funded by an NWO VIDI project on geometric random graphs and related percolation models. The positions are for four years and offer competitive salary and benefits. They carry a modest teaching load which, in the case of foreign applicants, can be performed in English. One position is available immediately, but starting dates are negotiable as long as they are within the next calender year. Utrecht is a lively, picturesque city in the center of the Netherlands, with excellent train connections to the rest of the country and to Europe (train trips to Amsterdam take 20 minutes and 25 minutes to Schiphol Airport). REQUIREMENTS: Candidates should have completed a Masters degree in Mathematics or a related discipline by the time they start the position. A strong background in probability theory and discrete mathematics is advantageous, but mathematical maturity and motivation are more important. APPLICATION DEADLINE: For full consideration, please apply on or before 9 March 2016. Reviewing of applications will commence on 9 March 2016, but we accept applications until all positions are filled. HOW TO APPLY: Please send the following material to t.muller(a)uu.nl: 1. A cover letter including an explanation why you consider pursuing a Ph.D. in the area of random graph theory and percolation theory; 2. An up-to-date curriculum vitae; 3. A list of all courses taken for your bachelor's and master's degrees together with grades and explanations of the grades; 4. If available, a copy of the Bachelor thesis and Master thesis; 5. The names and contact details of two academic referees, one of which should you be your master thesis supervisor. Please make sure that they also send their confidential reference letters directly to t.muller(a)uu.nl to arrive by the deadline. GENERAL INFORMATION: You will be offered a full-time position for four years. The gross monthly salary will amount to EUR 2.146,- in the first year to EUR 2.744,- in the fourth year (P-scale of the Collective Labour Agreement Dutch Universities). It is supplemented with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. In addition Utrecht University offers a pension scheme and a partially paid parental leave. INQUIRIES: If you have any questions, please send an e-mail to Tobias Müller, t.muller(a)uu.nl.

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Pomeriggio Seminari Dipartimento di Matematica UniTo
by Roberta Sirovich 11 Feb '16

11 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Martedì 16 Febbraio 2016 alle ore 14:30 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il pomeriggio di seminari *"Neurons, Muscles, Brain-Computer Interfaces: Mathematics helps Biology and Medicine"* Programma: - ore 14:30-15:20 *Enrica Pirozzi *(Universita' di Napoli) "Stochastic neuronal modeling by Gauss-Markov processes". - ore 15:20-16:10 *Tatyana Aksenova* (Cea-Clinatec, Grenoble) "Tensor based decoding of brain neuronal activity for Brain Computer Interface project in CLINATEC". - 16:10-16:30 intervallo. - 16:30-17:20 *Giuseppe D'Onofrio* (Università di Napoli) "Two-boundary first exit time of Gauss-Markov processes for biological modeling". In allegato gli abstract dei seminari. Tutti gli interessati sono invitati a partecipare. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Pomeriggio Seminari Dipartimento di Matematica UniTo
by Roberta Sirovich 11 Feb '16

11 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Martedì 16 Febbraio 2016 alle ore 14:30 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il pomeriggio di seminari *"Neurons, Muscles, Brain-Computer Interfaces: Mathematics helps Biology and Medicine"* Programma: - ore 14:30-15:20 *Enrica Pirozzi *(Universita' di Napoli) "Stochastic neuronal modeling by Gauss-Markov processes". - ore 15:20-16:10 *Tatyana Aksenova* (Cea-Clinatec, Grenoble) "Tensor based decoding of brain neuronal activity for Brain Computer Interface project in CLINATEC". - 16:10-16:30 intervallo. - 16:30-17:20 *Giuseppe D'Onofrio* (Università di Napoli) "Two-boundary first exit time of Gauss-Markov processes for biological modeling". In allegato gli abstract dei seminari. Tutti gli interessati sono invitati a partecipare. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Conference in Vienna (fwd)
by Tiziano Vargiolu 04 Feb '16

04 Feb '16

---------- Forwarded message ---------- Date: Thu, 4 Feb 2016 13:35:00 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Conference in Vienna Dear Tiziano, could you please post this announcement and invitation to the "Conference on the Mathematics of Energy Markets" on your email list? You are all welcome to participate in the "Conference on the Mathematics of Energy Markets", taking place at the Wolfgang Pauli Institute in Vienna from July 5-July-7, 2016. There will be plenary and contributed talks, along with a pre-conference intensive course on July 4, 2016. Please visit http://www.mn.uio.no/math/english/research/groups/store/events/conferences/… for more information, including list of plenary speakers and information about the venue and how to register. On behalf of the organizing committee, Fred Espen Benth (University of Oslo)

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Seminario RIOS
by Elena Villa 04 Feb '16

04 Feb '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Martedì 9 Febbraio 2016*,*ore 15:30 precise* Aula Dottorato, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *Paulo R. Rios*(Universidade Federal Fluminense, Volta Redonda, Rio de Janeiro, Brazil) terrà un seminario dal titolo *PROBABILISTIC COMPUTER SIMULATION OF MARTENSITE* ABSTRACT: In bulk polycrystalline materials, the first nucleation event of a martensite plate within a single grain may induce transformation in one or more neighboring grains, resulting in a cluster of partially transformed grains: 'the spread event'. The collection of these single spread events can be defined as the 'spread' or 'martensite spread'. First, in this paper, martensite spreads are analyzed to estimate the mean number of partially transformed grains in a single spread event. Secondly, taking the quantitative knowledge gained from this analysis as a starting point, a computer simulation of the martensite spread is proposed. This computer simulation is carried out in a 3-d network of space-filling grains represented as Kelvin polyhedra and is based on a probabilistic approach. The experimental and simulation results are presented, compared and discussed. We conclude that the probabilistic computer simulation of martensite spread could successfully describe important quantitative aspects of martensite spread Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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PhD course on Lévy processes in Bicocca
by Fabio Bellini 04 Feb '16

04 Feb '16

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seminar announcement (correction)
by Marco Scarsini 03 Feb '16

03 Feb '16

Sorry, the previous announcement had a wrong date Tuesday, February 9, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker Roberto Cominetti (Universidad Adolfo Ibañez) Title "Risk measures and shortest paths in network games" ABSTRACT: We consider network congestion games with risk-averse players. We review some recent proposals for computing risk-sensitive optimal paths, starting from the simplest Markowitz approach based on mean-stdev optimization. This approach presents some significant drawbacks in terms of its computational complexity, lack of monotonicity, as well as a dynamic inconsistency phenomenon which arises when one re-evaluates an optimal path along the way. This inconsistency also affects other popular measures of risk such as VaR, CVaR, and semi-deviations. As a matter of fact, under minimal conditions, we show that the only risk measures that are dynamically consistent are the so-called "entropic risk measures". With these measures, and assuming that link travel times are independent, a risk-sensitive optimal path reduces to a standard shortest path problem which can be solved efficiently. This extends directly to equilibrium situations where the network is used concurrently by many players. However, link travel time correlations are to be expected in game situations, which gives rise to a number of issues and questions that will be pointed out during the talk. This talk is based on joint work with Alfredo Torrico. The list of seminars can be found at http://economiaefinanza.luiss.it/en/events ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 03 Feb '16

03 Feb '16

Tuesday, February 8, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker Roberto Cominetti (Universidad Adolfo Ibañez) Title "Risk measures and shortest paths in network games" ABSTRACT: We consider network congestion games with risk-averse players. We review some recent proposals for computing risk-sensitive optimal paths, starting from the simplest Markowitz approach based on mean-stdev optimization. This approach presents some significant drawbacks in terms of its computational complexity, lack of monotonicity, as well as a dynamic inconsistency phenomenon which arises when one re-evaluates an optimal path along the way. This inconsistency also affects other popular measures of risk such as VaR, CVaR, and semi-deviations. As a matter of fact, under minimal conditions, we show that the only risk measures that are dynamically consistent are the so-called "entropic risk measures". With these measures, and assuming that link travel times are independent, a risk-sensitive optimal path reduces to a standard shortest path problem which can be solved efficiently. This extends directly to equilibrium situations where the network is used concurrently by many players. However, link travel time correlations are to be expected in game situations, which gives rise to a number of issues and questions that will be pointed out during the talk. This talk is based on joint work with Alfredo Torrico. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Bando RTDA SECS-P05 Firenze Scadenza 18/02 (fwd)
by Tiziano Vargiolu 03 Feb '16

03 Feb '16

---------- Forwarded message ---------- Date: Wed, 3 Feb 2016 17:26:02 +0100 From: Giampiero M. Gallo <gallog(a)disia.unifi.it> To: vargiolu(a)math.unipd.it Subject: Bando RTDA SECS-P05 Firenze Scadenza 18/02 Con preghiera di diffusione Car* collegh* Vi giro la mail dell'amministrazione di UNIFI con la quale si d?notizia della pubblicazione del bando di varie procedure di selezione tra le quali una per RTDA in Econometria presso il nostro dipartimento con scadenza 18 febbraio. Se poteste far circolare fra le vostre reti, ci fareste cosa gradita. Saluti a tutt* Giampiero > > > Gentilissimi, > > vi informiamo che sull?Albo di Ateneo ? stato pubblicato il decreto rettorale n. 1704 del 29 dicembre 2015 (Avviso pubblicato in G.U. - 4?Serie Speciale ? Concorsi ed esami, n. 5 del 19 gennaio 2016): bando di indizione delle procedure selettive di cui all'oggetto, reperibile alla pagina: http://www.unifi.it/vp-9901-selezioni-in-corso.html > > La scadenza per la presentazione delle domande ? il 18 febbraio 2016. > > Cordiali saluti, > > Adele Torchia > > -- > Adele Torchia > AREA RISORSE UMANE > Unit? di Processo ?Amministrazione del Personale Docente? > Tel. 055/2757307 > Fax 055/2756346 > > > > > > > -- > -------------------------------------------------------------------- > Giampiero M. Gallo > Professor of Econometrics > Dipartimento di Statistica, Informatica, Applicazioni (DiSIA) 'G.Parenti' > Universit? di Firenze > Viale GB Morgagni, 59 > 50134 Firenze - Italy > +39 055 2751 591 > +39 055 4223 560 (FAX) > http://unifi.academia.edu/GiampieroMGallo > www.disia.unifi.it/fedra > http://econpapers.repec.org/RAS/pga48.htm

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Fwd: Bando assegno SECS-S/06 UNIFI
by Tiziano Vargiolu 03 Feb '16

03 Feb '16

-------- Messaggio Inoltrato -------- Oggetto: Bando assegno SECS-S/06 UNIFI Data: Wed, 03 Feb 2016 14:42:33 +0100 Mittente: Maria Elvira Mancino <mariaelvira.mancino(a)unifi.it> Organizzazione: Universita' degli Studi di Firenze bando per un assegno di ricerca presso UNIFI, visibile sull'albo on line di Ateneo (www.unifi.it). Questo il link diretto http://www.unifi.it/vp-9008-albo-ufficiale.html Cari saluti Mavira

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Fwd: Summer school/Conference on Lévy processes - Lille/Angers
by Francesco Caravenna 03 Feb '16

03 Feb '16

Ricevo e inoltro. > Da: ICLP8 <iclp8(a)listes.math.cnrs.fr> > Oggetto: Summer school/Conference on Lévy processes - Lille/Angers > Data: 02 febbraio 2016 18:57:19 GMT+01:00 > > Dear colleagues, > > The summer school and the 8th Conference on Lévy Processes will take place respectively at the University of Lille, > 18-22 July 2016 and in Angers, 25-29 July 2016. > > Registration for both events is open until April, 30th. Those planning to come, please go to http://levy2016.math.cnrs.fr > and fill the registration form. > > We thank you in advance for passing this announcement forward. > > We look forward to meeting you in Lille and/or Angers, > The Organizing Committee.

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Tirocini formativi e di orientamento per neolaureati - Scadenza 15 Febbraio 2016
by Maurizio Ceseri 02 Feb '16

02 Feb '16

Si segnala che è stata attivata una selezione per tre tirocini formativi e di orientamento retribuiti da svolgersi presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" del Consiglio Nazionale delle Ricerche, nell'ambito del progetto Sportello Matematico per l'Industria Italiana. Di seguito, una sintetica descrizione della posizione. Maggiori informazioni e tutti i dettagli per presentare la domanda possono essere trovate al seguente link http://www.sportellomatematico.it/SMII/tirocini-2016/ ------------------------------------------------------------------------------------------------------ *L'obiettivo del Tirocinio* è di formare la figura professionale del *Traduttore Tecnologico* nell'ambito della Matematica Industriale, in grado di facilitare la comunicazione tra imprese e centri di ricerca. *Il bando è rivolto a* giovani con una Laurea Specialistica o Magistrale in una delle seguenti discipline: Matematica, Statistica, Fisica, Ingegneria, Scienze Informatiche ed Economia. *Il Tirocinio prevede* un rimborso mensile di *700 Euro* e ha una durata di *6 mesi*. *Per partecipare alla selezione*, è necessario inviare domanda di partecipazione all'Istituto per le Applicazioni del Calcolo “M. Picone” esclusivamente tramite Posta Elettronica Certificata (PEC) all'indirizzo: protocollo.iac(a)pec.cnr.it, entro il 15 Febbraio 2016. Alla domanda deve essere allegato un *curriculum vitae* in formato PDF. *La selezione* dei candidati avverrà il *17 Febbraio 2016 alle ore 10:00* presso l'Istituto per le Applicazioni del Calcolo “M. Picone”, via dei Taurini 19, Roma, che sarà anche la sede del tirocinio formativo. Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649270969 Website: sportellomatematico.it

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Seminario Andrea Cosso a Milano-Bicocca
by federica.masiero＠unimib.it 02 Feb '16

02 Feb '16

Il giorno 10 Febbraio, alle ore 10.30, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, aula 2109 (secondo piano), il Dott. Andrea Cosso, Politecnico di Milano, terrà un seminario dal titolo "Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems" Abstract: In the present talk we introduce a general methodology, which we refer to as the randomization method, firstly developed for classical Markovian control problem in the paper: I. Kharroubi and H. Pham "Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE", Ann. Probab., 2015. As it is well-known, the dynamic programming method is the standard methodology implemented for the study of classical Markovian control problems, which allows to relate the value function to the Hamilton-Jacobi-Bellman equation through the so-called dynamic programming principle. The key feature of the dynamic programming method is that the knowledge of the value function allows, at least in principle, to find an optimal control for the problem. This very powerful and well-known methodology breaks down (in the sense that it can not be directly implemented in a standard way) when we face control problems which present the following additional features: partial observation, path-dependence, delay in the control. On the other hand, the randomization method can be quite easily generalized and adapted to these more general control problems. The aim of the talk is to illustrate this latter point, starting with the presentation of the fundamental ideas of the randomization method. The talk is based on a joint work in progress with E. Bandini, M. Fuhrman, H. Pham. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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seminario Johanna Ziegel in Bicocca
by fabio.bellini 01 Feb '16

01 Feb '16

Il giorno lunedì 8 febbraio alle ore 16.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi, al quarto piano dell'edificio U7, la prof. J. Ziegel della Università di Berna terrà un seminario su "How is elicitability relevant for backtesting?" Abstract e riferimenti bibliografici in allegato. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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Tristissima notizia
by Nappo, Giovanna 31 Jan '16

31 Jan '16

Con profondo cordoglio vi annuncio la scomparsa di Enza Orlandi. Enza Orlandi ha lavorato presso il Dipartimento di Matematica dell'Università di Roma, La Sapienza, dal 1981 al 1992, successivamente all'Università dell'Aquila fino al 1995, ed infine all'Università di Roma Tre, sempre apprezzata per il suo rigore e il suo impegno. La sua attività scientifica si concentrata principalmente sugli aspetti probabilistici della Fisica Matematica. I suoi numerosi lavori sono apprezzati a livello internazionale, e ha avuto collaborazioni scientifiche di altissimo livello. Recentemente il suo impegno era stato riconosciuto in modo ufficiale anche in Italia: era infatti risultata idonea sia come Professore Ordinario di Probabilità che di Fisica Matematica. Martedì 2 Febbraio dalle 10.00 alle 10.30 si terra’ una cerimonia informale presso il Tempietto Egizio, Cimitero del Verano, Roma, per darle un ultimo saluto. Giovanna Nappo

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Salzburg workshop on Dependence Models and Copulas
by Durante Fabrizio 31 Jan '16

31 Jan '16

The Salzburg workshop on Dependence Models and Copulas will take place September 19-21, 2016, in Salzburg (Austria) and feature the following plenary speakers: Irène Gijbels (Katholieke Universiteit Leuven, BE) Erich Peter Klement (JKU Linz, AT) Roger B. Nelsen (Lewis & Clark College, Portland, US) Ludger Rüschendorf (Albert-Ludwig-Universität Freiburg, DE) Matthias Scherer (Technische Universität München, DE) Aiming to provide a meeting point for researchers working in the field of Dependence Modeling and Copulas the workshop welcomes both, contributions with a theoretical focus as well as contributions concentrating on applied aspects. In order to stimulate the discussion of new results, ideas and applications there will be no parallel sessions, implying that only a limited number of presentations can be accepted. Fees will be kept at a minimum: 140 € for regular participants, 80 € for PhD Students (including lunches, coffee breaks and conference dinner). Dependence Modeling (De Gruyter Open) will publish a special issue related to the workshop with planned appearance in April 2017. Papers from corresponding authors taking part in the workshop will have publication charges completely waived for submissions to this special issue. To propose and organize a special session at the workshop please send a short email to sessions(a)dmc-salzburg.at<mailto:sessions@dmc-salzburg.at> - special session proposal deadline is February 15, 2016. Abstracts of about 150 words should be emailed to abstracts(a)dmc-salzburg.at<mailto:abstracts@dmc-salzburg.at> before March 15, 2016. All relevant info can be found on the workshop homepage www.dmc-salzburg.at<http://www.dmc-salzburg.at/> We are looking forward to welcome you in Salzburg Fabrizio Durante & Wolfgang Trutschnig

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Avviso seminario
by demattei＠student.dm.unipi.it 29 Jan '16

29 Jan '16

Cari tutti, Mercoledì 3 febbraio 2016, alle ore 11:30 nell'aula Seminari del Dipartimento di Matematica dell'Università di Pisa, il professor Vincenzo Capasso ADAMSS (Advanced Applied Mathematical and Statistical Sciences) Universitá degli Studi di Milano terrà un seminario dal titolo: Modelli matematici per l'angiogenesi tumorale Sommario. Nella modellazione matematica della angiogenesi tumorale, il forte accoppiamento tra i processi stocastici di diramazione-elongazione-morte di vasi, e i campi biochimici dovuti alla massa tumorale, é causa di forte complessitá dal punto di vista sia analitico che computazionale. Al fine di ridurre tale complessitá, si cerca di rendere completamente deterministiche le equazioni di evoluzione dei campi, sostituendo in esse i termini stocastici derivanti dalla evoluzione delle rete di vasi, con una loro approssimazione di campo medio. In tal modo i parametri cinetici dei processi (stocastici) di formazione della rete divengono deterministici. Purtroppo a causa della anastomosi, non é possibile garantire le condizioni di applicabilitá tipiche della propagazione del caos, che quindi viene messa in discussione. Una possibile derivazione di equazioni di evoluzione deterministiche per i campi fa ricorso alla media su molte repliche dei processi coinvolti, secondo leggi classiche dei grandi numeri. Simulazioni numeriche incoraggiano l'adozione di questo approccio. Tutti gli interessati sono invitati a partecipare. Valeria De Mattei

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Avviso di seminario
by Marco Scarsini 28 Jan '16

28 Jan '16

February 2nd from 12:00 to 13:00 room 207 Viale Romania 32 00197 Roma Speaker Pierpaolo Brutti (Sapienza Università di Roma) Title A (bittersweet) topological data analysis aperitif Abstract In recent years the statistical analysis of topological signatures computable from a possibly high-dimensional point cloud has attracted increasing attention from a theoretical as well as applied point of view. In this talk I will informally review the basic techniques and main inferential results available in the TDA toolkit showing them in action (...with their pros-&-cons...) on two classification problems related to activity tracking tasks (joint with Tullia Padellini). ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [World] Postdoc position at University Paris 13 in Combinatorics, probability, dynamical systems
by Gustavo Posta 27 Jan '16

27 Jan '16

Begin forwarded message: > One-year Postdoc position at University Paris 13 > in Combinatorics, probability, dynamical systems and application to > statistical physics or mathematical physics. > > > A one-year postdoc position in combinatorics, probability, dynamical > systems and application to statistical physics or mathematical physics > is available at the University Paris 13. The position is within the > framework of the axis 3 (mathematical physics, statistical physics, > combinatorics) of the mathStic pole that groups members of the LIPN > (Calin team) and of the LAGA (Probability et Statistics team, Ergodic > theory and dynamical systems team, and algebraic topology team) and > deals with discrete random structures coming from theoretical computer > science, probability, dynamical systems, statistical physics or > mathematical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of > the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN or LAGA (University Paris 13). The position will begin > before October 2016. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before Febuary, 15 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Yueyun HU <yueyun(a)math.univ-paris13.fr> > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE

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seminario di Ivan Bardet (Université Lyon 1) a Pavia
by Carbone Raffaella 27 Jan '16

27 Jan '16

Cari colleghi, vi annuncio che martedì 2 febbraio, alle ore 11:30 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, il Dott. Ivan Bardet (Université Lyon 1) terrà un seminario dal titolo Classical and Quantum parts of the dynamics in Open Quantum System, di cui segue il sunto. Distinti saluti, Raffaella Carbone Abstract: Since the work of Heisenberg it is known that for microscopic systems, the algebra of observables has to be replaced by a non-commutative algebra. This observation subsequently led to von Neumann formulation of quantum mechanics, in which von Neumann algebras have a central role. After recalling their definition and first properties, I will show how they can be helpful when dealing with the following specific problem: when can a quantum open system be modeled by a classical stochastic equation (instead of a quantum one). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Workshop on SPDE and Interacting Particle Systems
by Enrico Priola 26 Jan '16

26 Jan '16

---------- Forwarded message --------- From: Hendrik Weber <hendrik.weber(a)warwick.ac.uk> Date: Fri, 22 Jan 2016 at 16:57 Subject: maths-staff: Workshop on SPDE and Interacting Particle Systems To: <maths-staff(a)listserv.csv.warwick.ac.uk>, <probability(a)warwick.ac.uk> Dear all, Martin and I are organising a workshop entitled "Probabilistic models - from discrete to continuous” in Warwick from March 29 to April 02 2016. The aim is to bring together researchers from Stochastic Analysis and Statistical Mechanics. Invited speakers include: Ismael Bailleul Lorenzo Bertini Thierry Bodineau Arnaud Debussche Frank Den Hollander Nicolas Dirr Franco Flandoli Tadahisa Funaki Peter Friz Giambattista Giacomin Patricia Goncalves Massimiliano Gubinelli Milton Jara Giovanni Jona-Lasinio Cyril Labbé Hubert Lacoin Claudio Landim Joel Lebowitz Jean-Christophe Mourrat Stefano Olla Nicolas Perkowski Herbert Spohn*) Lorenzo Zambotti *) To be confirmed We would be happy, if you could attend. In that case we would ask you to please register at http://web.warwick.ac.uk/mrc/register.php?event=297&linked=no so that we can arrange for the right amount of food during the workshop and for the conference dinner. Best wishes, Hendrik %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica Universita' di Torino via Carlo Alberto 10, 10123 TORINO, Italy tel +39 011 6702883 fax +39 011 6702878 e-mail enrico.priola(a)unito.it

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Fwd: job openings in Berlin
by Marco Romito 26 Jan '16

26 Jan '16

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IWAP 2016 (International Workshop on Applied Probability)
by Antonio Di Crescenzo 26 Jan '16

26 Jan '16

IWAP 2016 (International Workshop on Applied Probability) IWAP has traditionally been held in Europe, and will be held for the first time in Canada this year. The conference will take place on June 20-23, 2016, at the Sheraton Centre Toronto Hotel (see http://www.sheratontoronto.com/ ). Please see the conference website http://iwap2016.com for more details. --

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Assegno di ricerca biennale
by Tiziano Vargiolu 25 Jan '16

25 Jan '16

Con preghiera di diffusione -------------------------- E' indetta una selezione per il conferimento di n. 1 assegno, per lo svolgimento di attivita' di ricerca nell'ambito del progetto dal titolo: "I mercati della capacita' e la definizione del valore delle Reliability Options" da svolgersi presso il Dipartimento di Matematica sotto la supervisione del Prof. Tiziano Vargiolu, in qualita' di responsabile scientifico. - durata: 24 mesi; - importo: Euro 21.304,00 annui lordo percipiente; - oggetto: Nei mercati energetici, particolare interesse analitico hanno le Reliability Options (RO), che assumono la forma di opzioni fisiche di produzione di energia, vendute da generatori e acquistate da un soggetto per coprirsi dal rischio di inadeguata capacita' di generazione elettrica. Scopo di questo assegno e' la definizione del corretto valore delle RO, che richiede tecniche che vanno oltre a quelle classiche usate nei mercati finanziari per valutare e coprire titoli derivati. - bando disponibile: http://www.math.unipd.it/it/news/?id=1801 (a breve anche in inglese). Per maggiori informazioni, potete contattare Tiziano Vargiolu (vargiolu(a)math.unipd.it). Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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lutto
by c.costantini＠unich.it 24 Jan '16

24 Jan '16

Cari colleghi, ieri sera e' venuta a mancare Anna Gerardi, che molti di voi conoscevano. I funerali si terranno domani, lunedi' 25 Gennaio, alle ore 11:00, a Roma, nella chiesa dei Sette Santi Fondatori, a piazza Salerno, vicino a Piazza Bologna. Cristina Costantini e Claudia Ceci

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[iwfos2017] IWFOS 2017: First Announcement
by Enea Bongiorno 22 Jan '16

22 Jan '16

4th International Workshop on Functional and Operational Statistics (IWFOS 2017) A Coruña, SPAIN http://iwfos2017.udc.es Dear Colleagues, Dear Friends, We are pleased to announce the Fourth International Workshop on Functional and Operational Statistics (IWFOS 2017), to be held in A Coruña, SPAIN, from 15th to 17th June 2017. The treated topics (Functional Data Analysis and Operator-based Statistics) and the format (5 sessions in 2.5 days) of this workshop will follow the ones of the previous successful three editions held in Toulouse-France (2008), Santander-Spain (2011) and Stresa-Italy (2014). The scientific program will include invited talks, contributed talks and contributed posters. *Invited speakers (confirmed):* John ASTON (University of Cambridge, United Kingdom) Alexander AUE (University of California, Davis, USA) Antonio CUEVAS (Universidad Autónoma de Madrid, Spain) Aurore DELAIGLE (University of Melbourne, Australia) Jeff GOLDSMITH (Columbia University, USA) Stephan HUCKEMANN (Institut für Mathematische Stochastik, Göttingen, Germany) Victor PANARETOS (École Polytechnique Fédérale de Lausanne, Switzerland) Beatriz PATEIRO (Universidad de Santiago de Compostela, Spain) Laura SANGALLI (Politecnico di Milano, Italy) *Co-chairs of the Scientific Committee:* Ricardo CAO (Universidad de A Coruña, Spain) Philippe VIEU (Institut de Mathématiques de Toulouse, France) *Co-chairs of the Organizing Committee:* Germán ANEIROS (Universidad de A Coruña, Spain) Enea BONGIORNO (Università del Piemonte Orientale, Italy) More information can be found in the attached file as well as at http://iwfos2017.udc.es . Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees. -- 4th International Workshop on Functional and Operational Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es

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Fwd: Postdoc Positions in Berlin
by Mario Maurelli 22 Jan '16

22 Jan '16

Dear colleagues, I am happy to forward this announcement of post-doc positions in Berlin. For more information, you can contact Prof. Peter Friz (in cc). Best regards Mario Maurelli Weierstrass Institute for Applied Analysis and Stochastics & Technische Universität Berlin ---------- Forwarded message ---------- From: Sebastian Riedel <riedel(a)math.tu-berlin.de> Date: 2016-01-21 13:13 GMT+01:00 Subject: Postdoc Positions in Berlin To: riedel(a)math.tu-berlin.de Hi everybody, our Forschergruppe "Rough paths, stochastic partial differential equations and related topics" offers several Postdoc positions, see attached PDF and the announcement on our website: https://sites.google.com/site/researchunitfor2402/job-openings. Thank you for promoting this at your institution and for sharing with possible candidates. Best, Sebastian Dr. Sebastian Riedel Technische Universität Berlin Fakultät II, Institut für Mathematik Sekretariat MA 7-5 Straße des 17. Juni 136 D-10623 Berlin, Germany Office: MA 780 Phone: +49 30 314 28415 E-mail: riedel(a)math.tu-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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seminari Emilio Porcu in Bicocca 27-28/1
by Fabio Bellini 22 Jan '16

22 Jan '16

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DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE
by Durante Fabrizio 21 Jan '16

21 Jan '16

==== Call for presentations: It is our pleasure to announce the upcoming conference at Technische Universitaet Muenchen, Germany: DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE taking place on MAY 17-19, 2016. CONFIRMED INVITED SPEAKERS: * Carole Bernard, Grenoble Ecole de Management * Roger Cooke, Technical University Delft * Paul Embrechts, ETH Zurich * Fabrizio Durante, Free University Bozen-Bolzano * Christian Genest, McGill University * Irene Gijbels, KU Leuven * Harry Joe, University of British Columbia * Luis Mediero, Universidad Politecnica de Madrid * Johanna Neslehova, McGill University * Giovanni Puccetti, University of Florence CONTENT: In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the first workshops were focused on vine copulas (www.vine-copula.org<http://www.vine-copula.org>), the theme of the last workshop was much broader. This workshop is intended to continue with this broader view. SUBMISSION INSTRUCTION: In addition to invited sessions, we will also organize contributed talks. Contributions within the theme of the workshop are welcome and presentation abstracts can be submitted to dominik.mueller(a)ma.tum.de<mailto:dominik.mueller@ma.tum.de> until Jan 31, 2016. POST-WORKSHOP SHORT COURSES: Two short courses (Copulas and Vine copulas) will be arranged on the afternoon of May 19, 2016 directly following the workshop. The targeted audience includes advanced PhD students and junior faculty. SCIENTIFIC ORGANIZERS: C. Czado and M. Scherer LOCAL ORGANIZERS: B. Haas, M. Killiches, D. Krause, D. Mueller SUBMISSION AND REGISTRATION INSTRUCTIONS: http://www.mathfinance.ma.tum.de/copulas2016/

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Applied Bayesian Statistics Summer School - 29 agosto-2 settembre 2016
by Consonni Guido 21 Jan '16

21 Jan '16

13th edition of the ABS (Applied Bayesian Statistics) Summer School BAYES, BIG DATA, AND THE INTERNET Lecturer: STEVE SCOTT, Senior Economic Analyst at Google Like in the past three years, the 2016 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ------------------------------------------------------------------------ ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs16.html <<<< Registration is now open. Please note that the conference room allows only for a very limited number of participants. The ABS16 Secretariat can be contacted at abs16(a)mi.imati.cnr.it COURSE OUTLINE Day 1: One of the main applications of statistics at internet companies is to A/B testing (e.g. to determine which version of a web site is most effective). Standard statistical methods for A/B testing using static experimental design is typically dominated (in terms of cost) by sequential methods based on Thompson sampling. The first day of the course uses Thompson sampling to motivate standard low dimensional statistical modeling such as beta-binomial, Poisson-gamma and normal-normal models. We will review Monte Carlo method for computing with Bayesian models, including Gibbs sampling, Metropolis-Hastings, and slice sampling. Day 2: Very quickly after implementing an experiment, one discovers that more than one factor needs to be tested (e.g. you need to test whether the button should be red or blue, AND whether it should be located on the left or the right of the page). You also need to determine whether the optimal design varies according to various contextual factors (e.g. whether the page is shown on the weekend or on a week day). These factors can be handled within the Thompson sampling framework by extending the reward distribution to various generalized linear models. The second day of the course will discuss Bayesian regression in linear and generalized linear models using data augmentation. Probit, logit, Poisson, and student T models will be covered. Day 3: If the number of factors to be tested (or number of contexts to be controlled for) is very large, then sparse models must be considered. Sparsity can be introduced into a Bayesian model using a "spike-and-slab" prior that places some prior mass at zero for each coefficient in a linear model. The data can then move posterior mass between the "spike" (at zero) and "slab" (nonzero) portions of the posterior distribution. Day 4: One valuable aspect of internet data is that it occurs in nearly real time, while many official statistics are released as monthly or quarterly time series. One way to model these data is with dynamic linear models. These models can combine time series model (capturing the target series' past behavior) with a sparse regression component (capturing the impact of contemporaneous internet data). We will work on examples using economic data from FRED (the St. Louis Federal Reserve Economic Database) and data from Google trends. Day 5: we will discuss methods that can be applied when facing "big" data that must be distributed across several machines. PRACTICAL INFORMATION The school will be as usual, with lectures and practical sessions (run by a junior researcher), participants' talks, free Wednesday afternoon, start on Monday after lunch and ending on Friday before lunch. Accommodation is available either at the Villa guesthouse or in downtown hotels (info will appear soon on the website). Como can be easily reached by train from Milano and its airports. More details are available on the website.

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[SMPS 2016] - Second Call For Papers
by Barbara Vantaggi 21 Jan '16

21 Jan '16

[please distribute - apologies for multiple postings] SMPS 2016 8th International Conference on Soft Methods in Probability and Statistics September 12 - 14, 2016 Sapienza University of Rome, Rome, Italy http://www.sbai.uniroma1.it/smps2016 ***** ONLINE REGISTRATION AND SUBMISSION ARE NOW OPEN ***** =========================================================== VENUE =========================================================== SMPS 2016 will be held in Rome, Italy. The conference venue will be San Pietro in Vincoli (Via Eudossiana, 18), in the historic center of Rome, directly overlooking the Coliseum and next to the ancient Basilica of San Pietro in Vincoli, home to Michelangelo’s statue of Moses. =========================================================== SCOPE and TOPICS =========================================================== The scope of SMPS 2016 is to bring together experts working on and with Soft Methods in Probability and Statistics. SMPS 2016 invites submissions of papers dealing with a variety of topics in soft methods in probability and statistics, which include, but are not limited to: - Analysis of Censored Data - Analysis of Fuzzy Data - Random Sets - Fuzzy Random Variables - Fuzzy Regression Methods - Triangular Norms and Copulas - Imprecise Probabilities - Dempster-Shafer Theory - Robust Methods - Clustering and Classification - Graphical Models - Machine Learning - Heuristic Optimization - Soft Computing and Statistics - Statistical Software for Imprecise Data - Applications in Biology, Economics etc. =========================================================== PROCEEDINGS =========================================================== Papers accepted for presentation will be published in an edited volume of the series Advances in Intelligent and Soft Computing from Springer-Verlag. Full papers of 5-8 pages written in English and fulfilling the instructions for authors should be submitted not later than February 15, 2016, camera-ready versions of the accepted papers not later than April 30, 2016 (tentative). For accepted contributions to be included in the sessions and proceedings of the conference, the payment of the conference fees should be made not later than May 20, 2016. After the Conference there will be a SPECIAL ISSUE of International Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this, all the selected papers will have to pass a regular review process. =========================================================== PLENARY SPEAKERS =========================================================== Ana Colubi (University of Oviedo, Spain) Thierry Denoeux (University of Technology of Compiègne, France) Massimo Marinacci (Bocconi University, Italy) =========================================================== IMPORTANT DATES =========================================================== Paper submission deadline: February 15, 2016 Notification of paper acceptance: April 10, 2016 Revised paper due: April 30, 2016 Early registration deadline: May 20, 2016 =========================================================== ORGANIZATION =========================================================== General Chairs: - Maria Brigida Ferraro (Rome, Italy) - Paolo Giordani (Rome, Italy) - Barbara Vantaggi (Rome, Italy) Executive Board: - María Ángeles Gil (Oviedo, Spain) - Przemyslaw Grzegorzewski (Warsaw, Poland) - Olgierd Hryniewicz (Warsaw, Poland) Best regards, Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi SMPS 2016 Chairs – Sapienza University of Rome =========================================================== http://www.sbai.uniroma1.it/smps2016 ===========================================================

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2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016
by Matteo Ruggiero 21 Jan '16

21 Jan '16

******************************************************************************************************* 2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016 ******************************************************************************************************* Dear all, this is a reminder that the second edition of the StaTalk series will be held at Collegio Carlo Alberto on February 19, 2016. Deadline for registration: 7th February 2016. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. The topic of the second StaTalk will be Bayesian nonparametrics, a field of Statistics which has experienced a tremendous growth in the last few decades, both in terms of research production and in terms of impact of the discipline on the applications. Collegio Carlo Alberto, which will host the event, is a research and high education institution which comprises national and international faculty members, research fellows and visiting scholars in the fields of Economics, Statistics and wider social sciences. The Collegio is sited in a historical building in Moncalieri, at the outskirts of Torino, and can be easily reached from Torino city centre with public transportation. The StatTalk on Bayesian nonparametrics is supported by the “de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. Additional info can be found at the workshop page www.carloalberto.org/research/statistics-initiative/events/statalk Information on the PROGRAMME can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/workshop… Information on the REGISTRATION (which is free of charge but mandatory) can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/registra… Best regards, The Organising Committee --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Durham UK: Permanent Lectureship in Probability
by Francesco Caravenna 20 Jan '16

20 Jan '16

Ricevo e inoltro. > > Dear All, > > > > The Department of Mathematical Sciences at Durham University, UK is > > advertising the following permanent position: > > > > Lectureship in Probability > > > > Closing date: 16 February 2016 > > > > https://www.dur.ac.uk/mathematical.sciences/news/?itemno=26840&rehref=%2Fma… > > > > > > Please could you forward the details of the above vacancy to anyone you think could be interested. > > > > Durham University is seeking to increase the proportion of female > > academic staff, and therefore specifically invites qualified women to apply. > > > > Should you have any queries, please do let me know. > > > > Anne >

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Seminario BRUNO TOALDO @ UniTo
by Federico Polito 20 Jan '16

20 Jan '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Giovedì 11 Febbraio 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. BRUNO TOALDO (Dipartimento di Scienze Statistiche, "Sapienza" Università di Roma) terrà un seminario dal titolo INTEGRO-DIFFERENTIAL EQUATIONS AND SEMI-MARKOV PROCESSES Abstract: A stochastic process X is semi-Markov in the sense of Gihman and Skorohod if the couple (X(t),J(t)), where J(t) is the sojourn time in the current position, is a strict Markov process. The waiting times between the changes of state of the process are in general non exponential r.v.'s. We study the governing equations (Kolmogorov type equations) for semi-Markov processes. These equations are integro-differential equations that become fractional in some particular and interesting cases. For example this is true when the distribution of the waiting times have Mittag-Leffler distribution. Furthermore we present various sufficient conditions to say that a semi-Markov process is a time-changed Markov process. This last case has interesting consequences on the structure of the governing equation. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Workshop "Stochastic Models And Related Topics"
by Antonio Di Crescenzo 19 Jan '16

19 Jan '16

Dear Colleague, the International Workshop "Stochastic Models And Related Topics" will take place on January 21 and 22, 2016, at the Department of Mathematics of Salerno University, Via Giovanni Paolo II, n. 132, 84084 Fisciano (SA), Italy The program and the relevant information can be found at http://www.unisa.it/docenti/antoniodicrescenzo/smart2016/workshop Your participation is welcome. The Organizing Committee Antonio Di Crescenzo, Virginia Giorno, Barbara Martinucci, Alessandra Meoli, Amelia G. Nobile, Serena Spina. --

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cancellazione corso PINAR!
by fabio.bellini 17 Jan '16

17 Jan '16

Cari colleghi, purtroppo a causa di un problema di passaporto Mustafa Pinar non ha potuto partire oggi da Ankara e quindi il suo corso di Ottimizzazione, previsto a partire da domani in Bicocca, non avrà luogo. Ci scusiamo per gli eventuali disagi! Fabio Bellini

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Lake Como Workshop: "Quantitative Laws II: From physiology to ecology, from interaction structures to collective behavior"
by Federico Bassetti 16 Jan '16

16 Jan '16

Dear Colleagues, This is the first announcement of the Lake Como Workshop "Quantitative Laws II: From physiology to ecology, from interaction structures to collective behavior" to be held on June 13th - June 25th, 2016, at Villa del Grumello, Como, Italy. SUBMISSIONS AND APPLICATIONS ARE OPEN NOW. For submission of abstracts, deadlines and other information, see the conference website at http://qlsb.lakecomoschool.org/ Please help us spreading word of this workshop to any colleagues you know might be interested, and bring this announcement to the attention of students and post-docs. (Apologies if you receive this multiply.) Confirmed Invited speakers: Rosalind Allen (Edinburgh University) Marc Barthelemy (CEA-Saclay) William Bialek (Princeton University) Naama Brenner (Technion Haifa) Antonio Celani (ICTP Trieste) Pietro Cicuta (University of Cambridge) Andrea de Martino (CNR/NANOTECH Italy) Kevin Dorfman (CEMS, University of Minnesota) Hans Herrmann (ETH Zurich) Kunihiko Kaneko (University of Tokyo) Edo Kussell (New York University) Amos Maritan (University of Padova) Matteo Marsili (ICTP Trieste) Sergei Maslov (University of Illinois Urbana-Champaign) Namiko Mitarai (University of Copenhagen) Miguel A. Muñoz (Universidad de Granada) Thierry Mora (Ecole Normale Supérieure, Paris) Todd Parsons (Université Pierre et Marie Curie) Chris Quince (University of Glasgow) Bianca Sclavi (Ecole Normale de Cachan, Paris) Kim Sneppen (University of Copenhagen) Sander Tans (AMOLF Amsterdam) Guido Tiana (University of Milan) Remco van der Hofstad (Eindhoven University of Technology) Erik van Nimwegen (Biozentrum Basel) Sven van Teeffelen (Pasteur Institute) Aleksandra Walczak (Ecole Normale Supérieure, Paris) Joshua Weitz (Georgia Tech) Best Regards, The organising committee: Federico Bassetti Fabrizio Capuani Marco Cosentino Lagomarsino Marco Gherardi Matteo Osella

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seminario Edgars Jakobsons
by Fabio Bellini 14 Jan '16

14 Jan '16

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Seminario Prof. Sara Biagini
by Gabriele Stabile 13 Jan '16

13 Jan '16

Mercoledì 20 Gennaio alle ore 13, presso l'aula Master al 5° piano del Dipartimento MEMOTEF (Sapienza Università di Roma, via del Castro Laurenziano 9) si terrà il seminario: "The Robust Merton Problem of an Ambiguity Averse Investor" Prof. Sara Biagini, Dipartimento di Economia e Finanza-LUISS G. Carli Abstract: We derive a closed form portfolio optimization rule for an investor who is di dent about mean return and volatility estimates, and has a CRRA utility. The novelty is that con dence is here represented using ellipsoidal uncertainty sets for the drift, given a volatility realization. This speci cation a ords a simple and concise analysis, as the optimal portfolio allocation policy is shaped by a rescaled market Sharpe ratio, computed under the worst case volatility. The result is based on a max-min Hamilton-Jacobi-Bellman-Isaacs PDE, which extends the classical Merton problem and reverts to it for an ambiguity-neutral investor. Tutti gli interessati sono invitati Cordiali saluti Gabriele Stabile

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de Finetti risk seminar - January 2016
by Emanuela Rosazza 13 Jan '16

13 Jan '16

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Optimal arbitrage and portfolio optimization for market models satisfying NUPBR but not NFLVR WOLFGANG RUNGGALDIER University of Padova ABSTRACT: The classical no-arbitrage condition of NFLVR is often too strong and can be weakened thereby still allowing to solve meaningfully standard problems in mathematical finance. A weaker condition to this effect is NUPBR (NA1). For market models satisfying NUPBR, but where NFLVR does not hold, classical arbitrage is thus possible and the interest arises to construct such models and and to obtain for them optimal arbitrage. In particular, we consider models with insider information and for such models we discuss, besides optimal arbitrage, also the possibility of solving portfolio optimization problems by analogy to classical duality even under absence of an ELMM. (Joint work with N.H.Chau and P.Tankov) LOCATION: The seminar will be held on Wednesday, January 20, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Final Call for Papers--ICASQF2016 (fwd)
by Tiziano Vargiolu 11 Jan '16

11 Jan '16

---------- Forwarded message ---------- Date: Sun, 10 Jan 2016 21:48:12 -0500 From: Jaime Alberto Londono Londono <jalondonolo(a)unal.edu.co> To: Jaime Londo?o <icasqf(a)gmail.com> Subject: Final Call for Papers--ICASQF2016 Dear Colleague, Please let me call your attention on the Second International Congress on Actuarial Science and Quantitative Finance will be in Cartagena, Colombia from June 15 to June 18 of 2016, and the enclosed call of papers. The web page of the Congress is http://icasqf.org If you do not want to receive any further emails on this topic, please write me to this address. Best regards, Jaime A. Londo?o Chairman Organizing Committee Second International Congress on Actuarial Science and Quantitative Finance Associate Professor, Universidad Nacional de Colombia, Manizales jalondonol(a)unal.edu.co, jaime.a.londono(a)gmail.com Final Call for papers "Second International Congress on Actuarial Science and Quantitative Finance" Cartagena, Colombia, June 15 to June 18 of 2016. http://icasqf.org Dear colleague, You are cordially invited to submit your research papers for presentation consideration at the Second International Congress on Actuarial Science and Quantitative Finance, Cartagena, Colombia, June 15 to June 18 of 2016. The web page of the congress is http://icasqf.org Authors of selected oral presentations would be invited to submit to the special issue entitle ?Actuarial Science and Quantitative Finance: ICASQF2016, Cartagena, Colombia, June2016? of Springer Proceedings in Mathematics & Statistics (PROMS). Invited papers would follow a standard refereeing process. You can find the proceedings of the First edition of ICASQF here. The deadline for abstract submissions is February 1st, 2016 (23:59 Western time). The Congress is organized by Universidad Nacional de Colombia, Universidad de Cartagena, Universidad del Rosario, Universidad Externado de Colombia, Universidad de Los Andes and ENSIIE/Universit? d??vry-Val-d?Essonne. The event builds on the success of the first ICASQF. This second edition consolidates the Congress as the premier event in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador, and Bolivia) and the Caribbean Region. The Congress will cover a variety of topics in Actuarial Science and Quantitative Finance. Topics include statistics techniques in Finance and Actuarial Science, Portfolio Management, Derivative Valuation, Financial Economics, Financial Econometrics, Computational Finance, Risk Theory and Life and Pension Insurance Mathematics, Non-Life Insurance Mathematics, and Economics of Insurance among others. The event would consist of plenary sessions with invited speakers in the areas of actuarial science and quantitative finance, oral sessions of contributed talks, invited sessions and poster sessions. A program of one day of the Congress would emphasize on problems of interest to practitioners. Also, there would be short courses on topics of interest in actuarial science and quantitative finance, given by some of the invited speakers. Invited speakers include: * Rama Cont. Semi-plenary talk and short course. Imperial College, London, UK. * Bruno Dupire. Plenary talk.Bloomberg LP. New York, US * Nicole El Karoui. Plenary talk and short course. ?cole Polytechnique, Palaiseau, France. * Christian Hipp. Semi-plenary talk. Karlsruher Institute of Technology, Karlsruhe, Germany. * Jean Jacod, Semi plenary talk and short course. Universit? Paris VI, Paris, France. * Ioannis Karatzas. Plenary talk and short course. University of Columbia, NY, US. * Glenn Meyers, Plenary talk and short course. ISO Innovative Analytics, New York USA. * Kees Oosterlee, Semi-plenary talk. Dutch national research center for mathematics and computer science, Amsterdam Netherlands. * Michael Sherris. Semi plenary talk. UNSW, Sydney Australia. * Qihe Tang. Plenary talk. School of Business, University of Iowa, Iowa USA * Fernando Zapatero. Semi-plenary talk. USC, Los Angeles, CA, US The following preeminent scholars have accepted to help us organize invited sessions: * St?phane Cr?pey, (Universit? d'Evry) * Jos? Garrido (Concordia University) * Julien Guyon, (Bloomberg LP) * Daniel Hern?ndez, (CIMAT) * Vladimir Kaishev, (Cass Business School) * Claude Lef?vre, (Universit? Libre de Bruxelles) * Andrea Pascucci, (University of Bologna) * Philip Protter (Columbia University) * Greg Taylor, (UNSW) * Emiliano Valdez, (University of Connecticut) The scientific committee of the event is integrated by: * Hansjoerg Albrecher, (Univ. of Lausanne) * Samuel Cox, (Georgia State University) * Richard Davis, (Columbia University) * Jos? Garrido, (Concordia University) * Daniel Hernandez, (CIMAT) * Edward (Jed) Frees, (University of Wisconsin, Madison) * Monique Jeanblanc, (Universit? d'?vry Val-d'Essonne) * Khaldoun Khashanah, (Stevens Institute of Technology) * Steve Haberman, (Cass Business School) * Ralf Korn, (Technische Universit?t Kaiserslautern) * St?phane Loisel, (Universit? Lyon 1, France) * Fabio Mercurio, (Blomberg) * Jean-Luc Prigent, (Universit? de Cergy-Pontoise) * Suresh P. Sethi, (University of Texas, Dallas) * Ajay Subramanian, (Georgia State University) * Emiliano Valdez, (University of Connecticut) * Carlos V?zquez Cend?n (Universidad de la Coru?a) * Viswanathan Arunachalam, (Universidad Nacional, Bogot?) * Jaime Londo?o(Chair, Universidad Nacional, Manizales). Best regards, On behalf of the Organizing Committee Jaime Londo?o

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